Re: [Quantlib-users] Python wrappers of FdmMesherIntegral and FixedLocalVolSurface

[Ruilong Xu <xur...@ho...>]

Hi,

Thank you.
As your suggestion, I create SafeFixedLocalVolSurface, and it works well in testHestonFokkerPlanckFwdEquationLogLVLeverage.
But when SafeFixedLocalVolSurface is returned by function getFixedLocalVolFromHeston, it results double deletion still.
You can find all codes here:
https://github.com/xuruilong100/QuantLibPythonExamples/blob/main/SWIGpy/ql/termstructures/volatilitytermstructures/localvol/all.i (https://link.getmailspring.com/link/27F...@ge.../0?redirect=https%3A%2F%2Fgithub.com%2Fxuruilong100%2FQuantLibPythonExamples%2Fblob%2Fmain%2FSWIGpy%2Fql%2Ftermstructures%2Fvolatilitytermstructures%2Flocalvol%2Fall.i&recipient=cXVhbnRsaWItdXNlcnNAbGlzdHMuc291cmNlZm9yZ2UubmV0)

https://github.com/xuruilong100/QuantLibPythonExamples/blob/main/testsuite/hestonslvmodel.py (https://link.getmailspring.com/link/27F...@ge.../1?redirect=https%3A%2F%2Fgithub.com%2Fxuruilong100%2FQuantLibPythonExamples%2Fblob%2Fmain%2Ftestsuite%2Fhestonslvmodel.py&recipient=cXVhbnRsaWItdXNlcnNAbGlzdHMuc291cmNlZm9yZ2UubmV0)
Thanks again,
Ruilong

On Sep 22 2021, at 4:03 pm, Luigi Ballabio <lui...@gm...> wrote:
> When you say
>
> ext::shared_ptr<Matrix> ptr(&localVolMatrix);
>
> in the wrapper, you're taking the address of an object with its own lifetime and give it to a shared_ptr that will try to delete it. This results in double deletion. You need to make a copy instead, as in
>
> ext::shared_ptr<Matrix> ptr(new Matrix(localVolMatrix));
>
> Hope this helps,
> Luigi
>
>
>
>
> On Mon, Sep 20, 2021 at 11:04 AM Ruilong Xu <xur...@ho... (mailto:xur...@ho...)> wrote:
> > Hi,
> >
> > I am reimplementing hestonslvmodel.cpp by Python.
> > SafeFdmMesherIntegral works well.
> > But SafeFixedLocalVolSurface may cause error in testAMoustacheGraph, the following is what I get:
> > double free or corruption (top)
> > Backend terminated or disconnected.Fatal Python error: Aborted
> >
> >
> >
> > On Sep 20 2021, at 4:03 pm, Luigi Ballabio <lui...@gm... (mailto:lui...@gm...)> wrote:
> > > Hello,
> > > shared_ptr should be supported correctly. How are you trying to wrap them?
> > >
> > > Luigi
> > >
> > >
> > > On Fri, Sep 17, 2021 at 4:05 PM Ruilong Xu <xur...@ho... (mailto:xur...@ho...)> wrote:
> > > > Hi, all
> > > >
> > > > Some members of FdmMesherIntegral and FixedLocalVolSurface are shared_ptr, it means that Python GC will cause error in sometimes.
> > > > Is there an easy and safe way to make Python wrappers of them by SWIG?
> > > > Best Regards,
> > > > Ruilong
> > > >
> > > > _______________________________________________
> > > > QuantLib-users mailing list
> > > > Qua...@li... (mailto:Qua...@li...)
> > > > https://lists.sourceforge.net/lists/listinfo/quantlib-usersdouble free or corruption (top) (https://lists.sourceforge.net/lists/listinfo/quantlib-users)
> > > >
> > > > Backend terminated or disconnected.Fatal Python error: Aborted (https://lists.sourceforge.net/lists/listinfo/quantlib-users)
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